Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 7.10% | 0.14 CHF | 0.14 CHF | 1'078'000 | 1'078'000 | 1'079'260 | 1'079'260 | 146'562 CHF | 157'355 CHF | 100.00% | 100.00% |
12.07.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 987'600 | 987'600 | 987'600 | 987'600 | 122'195 CHF | 132'071 CHF | 100.00% | 100.00% |
11.07.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 917'900 | 917'900 | 923'174 | 923'174 | 116'128 CHF | 125'360 CHF | 99.82% | 99.82% |
10.07.2024 | 7.05% | 0.14 CHF | 0.14 CHF | 901'800 | 901'800 | 901'800 | 901'800 | 123'494 CHF | 132'512 CHF | 100.00% | 100.00% |
09.07.2024 | 7.21% | 0.14 CHF | 0.15 CHF | 906'800 | 906'800 | 905'790 | 905'790 | 121'472 CHF | 130'540 CHF | 99.73% | 99.73% |
08.07.2024 | 7.18% | 0.14 CHF | 0.14 CHF | 957'900 | 957'900 | 957'900 | 957'900 | 128'708 CHF | 138'287 CHF | 100.00% | 100.00% |
05.07.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 983'600 | 983'600 | 964'457 | 964'457 | 122'423 CHF | 132'067 CHF | 99.81% | 99.81% |
04.07.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 996'000 | 996'000 | 986'572 | 986'572 | 126'664 CHF | 136'530 CHF | 100.00% | 100.00% |
03.07.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1'003'100 | 1'003'100 | 982'200 | 982'200 | 124'065 CHF | 133'887 CHF | 100.00% | 100.00% |
02.07.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 956'300 | 956'300 | 964'085 | 964'085 | 122'103 CHF | 131'743 CHF | 100.00% | 100.00% |